I have a simple setup of Opnsense+PiHole.
I have assigned the IP of my PiHole to the DNS field in DHCP of Opnsense.
Should I use PiHole's IP in the System- Setting - General in the DNS field or use something like 9.9.9.9 in the system DNS box?
I have this system - setting - general DNS empty. I do not use pihole anymore and jumped over to the plugin Adguard Home.
For Pihole there is this guide (among a lot of other guides available, also on this forum) but maybe it helps you:
https://pi-hole.net/blog/2021/09/30/pi-hole-and-opnsense/#page-content
(https://pi-hole.net/blog/2021/09/30/pi-hole-and-opnsense/#page-content)
If you want OPNsense to use the pihole too for DNS, then yes. And probably need to tell it not to the use the local resolver (unbound or whatever), if that is even enabled